-73.9%
USO vs FLUT
+598.7%
-672.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +9.5% | -1.6% | +11.1% | +9.5% |
| 30D | +23.6% | +7.7% | +15.8% | +23.4% |
| 3M | +3.8% | -0.7% | +4.5% | +3.8% |
| 6M | +55.0% | -11.2% | +66.2% | +55.2% |
| YTD | +105.3% | -53.4% | +158.7% | +108.1% |
| 1Y | +91.4% | -65.8% | +157.1% | +95.2% |
| 3Y | +84.6% | -44.9% | +129.5% | +85.7% |
| 5Y | +191.7% | -49.7% | +241.4% | +192.0% |
| 10Y | +73.3% | -9.7% | +83.0% | +72.0% |
| All | -73.9% | +598.7% | -672.6% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling